CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2773 |
0.0038 |
0.3% |
1.2844 |
| High |
1.2809 |
1.2779 |
-0.0030 |
-0.2% |
1.2918 |
| Low |
1.2720 |
1.2684 |
-0.0036 |
-0.3% |
1.2524 |
| Close |
1.2726 |
1.2717 |
-0.0009 |
-0.1% |
1.2769 |
| Range |
0.0089 |
0.0095 |
0.0006 |
6.7% |
0.0394 |
| ATR |
0.0265 |
0.0253 |
-0.0012 |
-4.6% |
0.0000 |
| Volume |
185 |
115 |
-70 |
-37.8% |
2,304 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2959 |
1.2769 |
|
| R3 |
1.2917 |
1.2864 |
1.2743 |
|
| R2 |
1.2822 |
1.2822 |
1.2734 |
|
| R1 |
1.2769 |
1.2769 |
1.2726 |
1.2748 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2716 |
| S1 |
1.2674 |
1.2674 |
1.2708 |
1.2653 |
| S2 |
1.2632 |
1.2632 |
1.2700 |
|
| S3 |
1.2537 |
1.2579 |
1.2691 |
|
| S4 |
1.2442 |
1.2484 |
1.2665 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3738 |
1.2986 |
|
| R3 |
1.3525 |
1.3344 |
1.2877 |
|
| R2 |
1.3131 |
1.3131 |
1.2841 |
|
| R1 |
1.2950 |
1.2950 |
1.2805 |
1.2844 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2684 |
| S1 |
1.2556 |
1.2556 |
1.2733 |
1.2450 |
| S2 |
1.2343 |
1.2343 |
1.2697 |
|
| S3 |
1.1949 |
1.2162 |
1.2661 |
|
| S4 |
1.1555 |
1.1768 |
1.2552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2858 |
1.2524 |
0.0334 |
2.6% |
0.0165 |
1.3% |
58% |
False |
False |
270 |
| 10 |
1.3974 |
1.2524 |
0.1450 |
11.4% |
0.0290 |
2.3% |
13% |
False |
False |
523 |
| 20 |
1.4150 |
1.2453 |
0.1697 |
13.3% |
0.0297 |
2.3% |
16% |
False |
False |
384 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.7% |
0.0204 |
1.6% |
40% |
False |
False |
210 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.1% |
0.0156 |
1.2% |
41% |
False |
False |
151 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.4% |
0.0117 |
0.9% |
52% |
False |
False |
114 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.2% |
0.0096 |
0.8% |
57% |
False |
False |
92 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.1% |
0.0080 |
0.6% |
58% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3183 |
|
2.618 |
1.3028 |
|
1.618 |
1.2933 |
|
1.000 |
1.2874 |
|
0.618 |
1.2838 |
|
HIGH |
1.2779 |
|
0.618 |
1.2743 |
|
0.500 |
1.2732 |
|
0.382 |
1.2720 |
|
LOW |
1.2684 |
|
0.618 |
1.2625 |
|
1.000 |
1.2589 |
|
1.618 |
1.2530 |
|
2.618 |
1.2435 |
|
4.250 |
1.2280 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2759 |
| PP |
1.2727 |
1.2745 |
| S1 |
1.2722 |
1.2731 |
|